+34.6%
CP vs ALC
+2.0%
+32.6%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.2% |
| 7D | +2.8% | +4.9% | -2.1% | +1.8% |
| 30D | +10.2% | +19.0% | -8.7% | +6.6% |
| 3M | +2.4% | +7.8% | -5.4% | +0.6% |
| 6M | +7.7% | +14.6% | -6.9% | +4.6% |
| YTD | +26.0% | -4.4% | +30.4% | +26.3% |
| 1Y | +34.6% | +1.4% | +33.2% | +31.9% |
| All | +34.6% | +2.0% | +32.6% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ALC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling